+1,925.8%
MRVL vs XLF
+254.4%
+1,671.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.4% | +3.4% |
| 7D | +5.6% | -1.5% | +7.1% | +7.0% |
| 30D | +8.8% | -1.2% | +9.9% | +9.5% |
| 3M | -15.9% | +9.2% | -25.1% | -23.3% |
| 6M | +161.3% | +16.3% | +144.9% | +124.2% |
| YTD | +178.2% | +5.4% | +172.8% | +160.8% |
| 1Y | +255.3% | +7.6% | +247.7% | +226.7% |
| 3Y | +323.1% | +74.2% | +248.9% | +159.5% |
| 5Y | +293.2% | +66.1% | +227.1% | +159.2% |
| All | +1,925.8% | +254.4% | +1,671.4% | +753.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling